+388.0%
EFA vs SPXS
-100.0%
+488.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | 0.0% |
| 7D | +1.2% | -1.5% | +2.7% | +0.7% |
| 30D | -0.7% | +3.7% | -4.4% | +0.5% |
| 3M | +6.4% | -9.6% | +16.0% | +3.8% |
| 6M | +11.4% | -32.4% | +43.8% | +0.4% |
| YTD | +14.0% | -28.7% | +42.7% | +4.9% |
| 1Y | +20.2% | -38.1% | +58.3% | +6.6% |
| 3Y | +68.2% | -80.1% | +148.3% | +13.1% |
| 5Y | +54.8% | -85.9% | +140.7% | +6.7% |
| 10Y | +142.4% | -99.5% | +241.9% | -27.6% |
| All | +388.0% | -100.0% | +488.0% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling